Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,286 |
12,277 |
-9 |
-0.1% |
12,627 |
High |
12,372 |
12,333 |
-39 |
-0.3% |
12,660 |
Low |
12,172 |
12,086 |
-86 |
-0.7% |
12,187 |
Close |
12,276 |
12,099 |
-177 |
-1.4% |
12,214 |
Range |
200 |
247 |
47 |
23.5% |
473 |
ATR |
196 |
200 |
4 |
1.8% |
0 |
Volume |
204,112 |
188,858 |
-15,254 |
-7.5% |
838,587 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,914 |
12,753 |
12,235 |
|
R3 |
12,667 |
12,506 |
12,167 |
|
R2 |
12,420 |
12,420 |
12,144 |
|
R1 |
12,259 |
12,259 |
12,122 |
12,216 |
PP |
12,173 |
12,173 |
12,173 |
12,151 |
S1 |
12,012 |
12,012 |
12,076 |
11,969 |
S2 |
11,926 |
11,926 |
12,054 |
|
S3 |
11,679 |
11,765 |
12,031 |
|
S4 |
11,432 |
11,518 |
11,963 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,773 |
13,466 |
12,474 |
|
R3 |
13,300 |
12,993 |
12,344 |
|
R2 |
12,827 |
12,827 |
12,301 |
|
R1 |
12,520 |
12,520 |
12,257 |
12,437 |
PP |
12,354 |
12,354 |
12,354 |
12,312 |
S1 |
12,047 |
12,047 |
12,171 |
11,964 |
S2 |
11,881 |
11,881 |
12,127 |
|
S3 |
11,408 |
11,574 |
12,084 |
|
S4 |
10,935 |
11,101 |
11,954 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,660 |
12,086 |
574 |
4.7% |
260 |
2.1% |
2% |
False |
True |
209,091 |
10 |
12,726 |
12,086 |
640 |
5.3% |
216 |
1.8% |
2% |
False |
True |
179,223 |
20 |
13,140 |
12,086 |
1,054 |
8.7% |
196 |
1.6% |
1% |
False |
True |
165,766 |
40 |
13,140 |
12,086 |
1,054 |
8.7% |
185 |
1.5% |
1% |
False |
True |
152,993 |
60 |
13,140 |
11,988 |
1,152 |
9.5% |
197 |
1.6% |
10% |
False |
False |
157,590 |
80 |
13,140 |
11,671 |
1,469 |
12.1% |
213 |
1.8% |
29% |
False |
False |
124,555 |
100 |
13,140 |
11,542 |
1,598 |
13.2% |
218 |
1.8% |
35% |
False |
False |
99,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,383 |
2.618 |
12,980 |
1.618 |
12,733 |
1.000 |
12,580 |
0.618 |
12,486 |
HIGH |
12,333 |
0.618 |
12,239 |
0.500 |
12,210 |
0.382 |
12,180 |
LOW |
12,086 |
0.618 |
11,933 |
1.000 |
11,839 |
1.618 |
11,686 |
2.618 |
11,439 |
4.250 |
11,036 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,210 |
12,229 |
PP |
12,173 |
12,186 |
S1 |
12,136 |
12,142 |
|